Prepare the Danish Remoulade: Combine ingredients together in a small bowl. Stir until incorporated.
Assemble the Smørrebrød: Transfer bread slices to a clean work surface. Butter the bread. Top each slice with a handful of lettuce and a couple of slices of roast beef. Spoon a generous dollop of the Danish Remoulade on top. Sprinkle with Crispy Fried Shallots. Serve.